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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Random matrix theory
81
random matrix theory
44
Theorie
24
Linear algebra
23
Lineare Algebra
23
Portfolio selection
23
Portfolio-Management
23
Random Matrix Theory
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Large-dimensional asymptotics
16
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13
Random matrix
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rotation equivariance
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9
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nonlinear shrinkage estimation
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6
Welt
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factor models
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random matrix
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Börsenkurs
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EU countries
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Barbieri, Claudio
2
Eom, Cheoljun
2
Guerini, Mattia
2
Livan, Giacomo
2
Napoletano, Mauro
2
Scalas, Enrico
2
Alfarano, Simone
1
Kaizoji, Taisei
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Milaković, Mishael
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Applied economics letters
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Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
The anatomy of government bond yields synchronization in the Eurozone
Barbieri, Claudio
;
Guerini, Mattia
;
Napoletano, Mauro
-
2021
Persistent link: https://www.econbiz.de/10012543927
Saved in:
2
The anatomy of government bond yields synchronization in the Eurozone
Barbieri, Claudio
;
Guerini, Mattia
;
Napoletano, Mauro
-
2021
combine principal component analysis with
random
matrix
theory. We find that synchronization depends upon yields maturity …
Persistent link: https://www.econbiz.de/10012497031
Saved in:
3
Limitations of portfolio diversification through fat tails of the return Distributions : some empirical evidence
Eom, Cheoljun
;
Kaizoji, Taisei
;
Livan, Giacomo
;
Scalas, …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012821302
Saved in:
4
Investor attention, firm-specific characteristic, and momentum : a case of the Korean stock market
Eom, Cheoljun
;
Park, Jong Won
- In:
Research in international business and finance
57
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013332954
Saved in:
5
A spectral perspective on excess volatility
Livan, Giacomo
;
Alfarano, Simone
;
Milaković, Mishael
; …
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 745-750
Persistent link: https://www.econbiz.de/10010530017
Saved in:
6
The pricing of idiosyncratic risk : evidence from the implied volatility distribution
Süss, Stephan
- In:
Financial markets and portfolio management
26
(
2012
)
2
,
pp. 247-267
Persistent link: https://www.econbiz.de/10009553644
Saved in:
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